Combining Price Amplitude, Volume Expansion, and Market-Activity Signals

Summary

This post presents a stock selection concept combining a price-amplitude condition, a low K-line-related threshold, and a prior-day appearance on China’s Dragon and Tiger List, a disclosure of notable trading activity. It interprets the listing as a sign of market attention or sentiment, then pairs it with technical filters. The accompanying formula and Python example make the conditions more concrete: a rounded indicator is compared with its moving average, current volume is checked against the previous period, and a Dragon and Tiger List-related field must exceed a threshold. Selected stocks are then ordered by percentage change.

The post cautions that this approach depends heavily on the activity list and may neglect fundamentals and broader market conditions. It recommends treating that signal as one input alongside company results and other sentiment measures. No backtest, transaction assumptions, or realized outcomes are supplied, and the prose’s stated K-line condition does not map clearly to the provided formulas. The screen should therefore be treated as an illustrative rule set whose definitions and data fields need verification before evaluation.

Key ideas

• The concept combines a price-amplitude filter, a K-line-related condition, and prior-day Dragon and Tiger List activity.
• The example implementation adds a moving-average comparison and requires volume to exceed the previous period.
• The example sorts qualifying stocks by percentage change.
• The article warns that activity-list signals can be uncertain and should be combined with fundamental and market context.
• No performance results are reported, and the prose and formulas do not fully align.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.